Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation

Annals of Probability

Volumn 24, Issue 3, 1996, Pages 1368-1387

  Horváth, Lajos ^a   Shao, Qi Man ^b  

^a UNIVERSITY OF UTAH   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Domain of attraction; Large deviation; Largest absolute observation; Law of the iterated logarithm; Self normalized partial sums; Stable law

Indexed keywords

EID: 0030362762     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1065725185     Document Type: Article

References (18)

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